+63.9%
CSCO vs EFX
-32.9%
+96.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | 0.0% | -9.4% | +9.3% | -0.5% |
| 30D | -10.7% | -6.9% | -3.8% | -11.0% |
| 3M | -8.7% | +0.1% | -8.9% | -8.6% |
| 6M | +44.9% | -17.3% | +62.2% | +47.7% |
| YTD | +44.1% | -21.8% | +66.0% | +47.1% |
| All | +63.9% | -32.9% | +96.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling